+81.1%
OKTA vs STZ
-11.8%
+92.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -3.1% |
| 7D | -2.4% | -4.5% | +2.1% | -4.2% |
| 30D | +13.0% | -8.6% | +21.6% | +9.2% |
| 3M | +41.7% | -13.8% | +55.5% | +34.4% |
| 6M | +105.9% | -17.2% | +123.1% | +94.0% |
| YTD | +92.6% | -9.4% | +101.9% | +74.4% |
| 1Y | +81.1% | -11.9% | +92.9% | +65.8% |
| All | +81.1% | -11.8% | +92.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling